+307.8%
SPY vs VALE
+204.8%
+103.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.2% |
| 7D | +2.6% | -3.2% | +5.8% | +3.3% |
| 30D | -2.0% | -15.1% | +13.1% | +1.4% |
| 3M | -2.8% | -18.7% | +15.9% | +1.3% |
| 6M | +2.1% | -31.5% | +33.6% | +10.3% |
| YTD | +11.5% | -11.4% | +22.9% | +13.2% |
| 1Y | +13.5% | -1.9% | +15.3% | +12.5% |
| 3Y | +77.7% | +1.7% | +76.0% | +72.4% |
| 5Y | +72.6% | +35.4% | +37.2% | +51.5% |
| All | +307.8% | +204.8% | +103.0% | +201.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling